Search Results - subject:"binary options"

Pricing of Index Options Under a Minimal Market Model with Lognormal Scaling

Heath, David; Platen, Eckhard - Finance Discipline Group, Business School - 2003

options typically observed in real markets. In addition, the prices of binary options and their deviations from corresponding …

Persistent link: https://www.econbiz.de/10005041749

The valuation of multivariate contingent claims under transformed trinomial approaches

Chang, Chuang-Chang; Lin, Jun-Biao - In: Review of Quantitative Finance and Accounting 34 (2010) 1, pp. 23-36

Persistent link: https://www.econbiz.de/10008502647

Understanding the Implied Volatility Surface for Options on a Diversified Index

Heath, David; Platen, Eckhard - In: Asia-Pacific Financial Markets 11 (2004) 1, pp. 55-77

call and put options that are typically observed in real markets. The paper also examines the price differences of binary … options for the proposed model and their Black-Scholes counterparts. Copyright Springer Science + Business Media, Inc. 2004 …

Persistent link: https://www.econbiz.de/10005810958